Stability estimates for h-p spectral element methods for elliptic problems

In a series of papers of which this is the first we study how to solve elliptic problems on polygonal domains using spectral methods on parallel computers. To overcome the singularities that arise in a neighborhood of the corners we use a geometrical mesh. With this mesh we seek a solution which minimizes a weighted squared norm of the residuals in the partial differential equation and a fractional Sobolev norm of the residuals in the boundary conditions and enforce continuity by adding a term which measures the jump in the function and its derivatives at inter-element boundaries, in an appropriate fractional Sobolev norm, to the functional being minimized. Since the second derivatives of the actual solution are not square integrable in a neighborhood of the corners we have to multiply the residuals in the partial differential equation by an appropriate power of r_k, where r_k measures the distance between the pointP and the vertexA _k in a sectoral neighborhood of each of these vertices. In each of these sectoral neighborhoods we use a local coordinate system (τ_k, θ_k) where τ_k = lnr_k and (r_k, θ_k) are polar coordinates with origin at A_k, as first proposed by Kondratiev. We then derive differentiability estimates with respect to these new variables and a stability estimate for the functional we minimize. In [6] we will show that we can use the stability estimate to obtain parallel preconditioners and error estimates for the solution of the minimization problem which are nearly optimal as the condition number of the preconditioned system is polylogarithmic inN, the number of processors and the number of degrees of freedom in each variable on each element. Moreover if the data is analytic then the error is exponentially small inN.     

Stability estimates for h-p spectral element methods for general elliptic problems on curvilinear domains

In this paper we show that the h-p spectral element method developed in [3,8,9] applies to elliptic problems in curvilinear polygons with mixed Neumann and Dirichlet boundary conditions provided that the Babuska-Brezzi inf-sup conditions are satisfied. We establish basic stability estimates for a non-conforming h-p spectral element method which allows for simultaneous mesh refinement and variable polynomial degree. The spectral element functions are non-conforming if the boundary conditions are Dirichlet. For problems with mixed boundary conditions they are continuous only at the vertices of the elements. We obtain a stability estimate when the spectral element functions vanish at the vertices of the elements, which is needed for parallelizing the numerical scheme. Finally, we indicate how the mesh refinement strategy and choice of polynomial degree depends on the regularity of the coefficients of the differential operator, smoothness of the sides of the polygon and the regularity of the data to obtain the maximum accuracy achievable. An erratum to this article is available at .     

A Sobolev gradient method for treating the steady-state incompressible Navier-Stokes equations

The velocity-vorticity-pressure formulation of the steady-state incompressible Navier-Stokes equations in two dimensions is cast as a nonlinear least squares problem in which the functional is a weighted sum of squared residuals. A finite element discretization of the functional is minimized by a trust-region method in which the trustregion radius is defined by a Sobolev norm and the trust-region subproblems are solved by a dogleg method. Numerical test results show the method to be effective.     

A wavelet-based stabilization of the mixed finite element method with Lagrange multipliers

We present a new stabilized mixed finite element method for second order elliptic equations in divergence form with Neumann boundary conditions. The approach introduces first the trace of the solution on the boundary as a Lagrange multiplier, which yields a corresponding residual term that is expressed in the Sobolev norm of order 1/2 by means of wavelet bases. The stabilization procedure is then completed with the residuals arising from the constitutive and equilibrium equations. We show that the resulting mixed variational formulation and the associated Galerkin scheme are well posed. In addition, we provide a residual-based reliable and efficient a posteriori error estimate.     

Improved difference schemes for the Dirichlet problem of Poisson's equation in the neighbourhood of corners

Summary The standard 5-point difference scheme for the model problem u=f on a special polygonal domain with given boundary values is modified at a few points in the neighbourhood of the corners in such a way that the order of convergence at interior points is the same as in the case of a smooth boundary. As a side result improved error bounds for the usual method in the neighbourhood of corners are given.     

角域上Green函数及其有限元解的一些估计

角域上Ｇｒｅｅｎ函数及其有限元解的一些估计黄云清（湘潭大学，湖南４１１１０５）林群（中国科学院系统科学研究所，北京１０００８０）１９８９年７月２２日收到，１９９０年１１月２７日收到修改稿。一、引言与主要结果设是平面角域，为所有角点集．为权函数．设，存...     

Jacobi Polynomials,Weighted Sobolev Spaces and Approximation Results of Some Singularities

In this paper, we give some polynomial approximation results in a class of weighted Sobolev spaces, which are related to the Jacobi operator. We further give some embeddings of those weighted Sobolev spaces into usual ones and into spaces of continuous functions, in order to use the above approximation results in the p‐version (or the spectral method) of some finite or boundary element methods. Finally, two typical examples of the polynomial approximation of some singularities of boundary value problems in polygonal or polyhedral domains are presented.     

The h-p version of the coupling of finite element and boundary element methods for transmission problems in polyhedral domains

Summary. This paper analyzes the rate of convergence of the h-p version of the coupling of the finite element and boundary element method for transmission problems with a linear differential operator with variable coefficients in a bounded polyhedral domain and with constant coefficients in the exterior domain . This procedure uses the variational formulation of the differential equation in and involves integral operators on the interface between and . The finite elements are used to obtain approximate solutions of the differential equation in and the boundary elements are used to obtain approximate solutions of the integral equations. For given piecewise analytic data we show that the Galerkin solution of this coupling procedure converges exponentially fast in the energy norm if the h-p version is used both for finite elements and boundary elements. Received February 10, 1996 / Revised version received April 4, 1997     

An h-p version of the continuous Petrov-Galerkin finite element method for Riemann-Liouville fractional differential equation with novel test basis functions

Numerical Algorithms - In this paper, we develop an h-p version of finite element method for one-dimensional fractional differential equation $-_{0}D_{x}^{\alpha }u+Au=f(x)$ with Dirichlet boundary...     

Analysis of finite element methods for second order boundary value problems using mesh dependent norms

This paper presents a new approach to the analysis of finite element methods based onC ⁰-finite elements for the approximate solution of 2nd order boundary value problems in which error estimates are derived directly in terms of two mesh dependent norms that are closely ralated to theL ₂ norm and to the 2nd order Sobolev norm, respectively, and in which there is no assumption of quasi-uniformity on the mesh family. This is in contrast to the usual analysis in which error estimates are first derived in the 1st order Sobolev norm and subsequently are derived in theL ₂ norm and in the 2nd order Sobolev norm — the 2nd order Sobolev norm estimates being obtained under the assumption that the functions in the underlying approximating subspaces lie in the 2nd order Sobolev space and that the mesh family is quasi-uniform.     

Numerical conformal mapping of multiply connected domains to regions with circular boundaries

We propose a method to map a multiply connected bounded planar region conformally to a bounded region with circular boundaries. The norm of the derivative of such a conformal map satisfies the Laplace equation with a nonlinear Neumann type boundary condition. We analyze the singular behavior at corners of the boundary and separate the major singular part. The remaining smooth part solves a variational problem which is easy to discretize. We use a finite element method and a gradient descent method to find an approximate solution. The conformal map is then constructed from this norm function. We tested our algorithm on a polygonal region and a curvilinear smooth region.     

The p-version of the boundary element method for hypersingular operators on piecewise plane open surfaces

Summary. We prove an optimal a priori error estimate for the p-version of the boundary element method with hypersingular operators on piecewise plane open surfaces. The solutions of problems on open surfaces typically exhibit a singular behavior at the edges and corners of the surface which prevent an approximation analysis in H¹. We analyze the approximation by polynomials of typical singular functions in fractional order Sobolev spaces thus giving, as an application, the optimal rate of convergence of the p-version of the boundary element method. This paper extends the results of [C. Schwab, M. Suri, The optimal p-version approximation of singularities on polyhedra in the boundary element method, SIAM J. Numer. Anal., 33 (1996), pp. 729–759] who only considered closed surfaces where the solution is in H¹.Mathematics Subject Classification (2000): 41A10, 65N15, 65N38Financed by the FONDAP Program in Applied Mathematics, Chile.Supported by the FONDAP Program in Applied Mathematics and Fondecyt project no. 1010220, both Chile.     

Iterative solution of linear systems arising from the Nyström method for the double-layer potential equation over curves with corners

In this paper we consider a quadrature method for the solution of the double-layer potential equation corresponding to Laplace's equation in a polygonal domain. We prove the stability for our method in case of special triangulations over the boundary of the polygon. For the solution of the corresponding system of linear equations, we consider a two-grid iteration and establish the rates of convergence and complexity. Finally, we discuss the effect of mesh refinement near the corners of the polygon.     

An adapted Galerkin method for the resolution of Dirichlet and Neumann problems in a polygonal domain

The Neumann problem for Laplace's equation in a polygonal domain is associated with the exterior Dirichlet problem obtained by requiring the continuity of the potential through the boundary. Then the solution is the simple layer potential of the charge q on the boundary. q is the solution of a Fredholm integral equation of the second kind that we solve by the Galerkin method. The charge q has a singular part due to the corners, so the optimal order of convergence is not reached with a uniform mesh. We restore this optimal order by grading the mesh adequately near the corners. The interior Dirichlet problem is solved analogously, by expressing the solution as a double layer potential.     

Multilevel diagonal scaling preconditioners for boundary element equations on locally refined meshes

Summary. We study a multilevel preconditioner for the Galerkin boundary element matrix arising from a symmetric positive-definite bilinear form. The associated energy norm is assumed to be equivalent to a Sobolev norm of positive, possibly fractional, order m on a bounded (open or closed) surface of dimension d, with . We consider piecewise linear approximation on triangular elements. Successive levels of the mesh are created by selectively subdividing elements within local refinement zones. Hanging nodes may be created and the global mesh ratio can grow exponentially with the number of levels. The coarse-grid correction consists of an exact solve, and the correction on each finer grid amounts to a simple diagonal scaling involving only those degrees of freedom whose associated nodal basis functions overlap the refinement zone. Under appropriate assumptions on the choice of refinement zones, the condition number of the preconditioned system is shown to be bounded by a constant independent of the number of degrees of freedom, the number of levels and the global mesh ratio. In addition to applying to Galerkin discretisation of hypersingular boundary integral equations, the theory covers finite element methods for positive-definite, self-adjoint elliptic problems with Dirichlet boundary conditions. Received October 5, 2001 / Revised version received December 5, 2001 / Published online April 17, 2002 The support of this work through Visiting Fellowship grant GR/N21970 from the Engineering and Physical Sciences Research Council of Great Britain is gratefully acknowledged. The second author was also supported by the Australian Research Council     

Stability estimate for a multidimensional inverse spectral problem with partial spectral data

In Bellassoued, Choulli and Yamamoto (2009) [4] we proved a log-log type stability estimate for a multidimensional inverse spectral problem with partial spectral data for a Schrödinger operator, provided that the potential is known in a small neighbourhood of the boundary of the domain. In the present paper we discuss the same inverse problem. We show a log type stability estimate under an additional condition on potentials in terms of their X-ray transform. In proving our result, we follow the same method as in Alessandrini and Sylvester (1990) [1] and Bellassoued, Choulli and Yamamoto (2009) [4]. That is we relate the stability estimate for our inverse spectral problem to a stability estimate for an inverse problem consisting in the determination of the potential in a wave equation from a local Dirichlet to Neumann map (DN map in short).     

Graded Mesh Refinement and Error Estimates for Finite Element Solutions of Elliptic Boundary Value Problems in Non-smooth Domains

This paper is concerned with the effective numerical treatment of elliptic boundary value problems when the solutions contain singularities. The paper deals first with the theory of problems of this type in the context of weighted Sobolev spaces and covers problems in domains with conical vertices and non-intersecting edges, as well as polyhedral domains with Lipschitz boundaries. Finite element schemes on graded meshes for second-order problems in polygonal/polyhedral domains are then proposed for problems with the above singularities. These schemes exhibit optimal convergence rates with decreasing mesh size. Finally, we describe numerical experiments which demonstrate the efficiency of our technique in terms of ‘actual’ errors for specific (finite) mesh sizes in addition to the asymptotic rates of convergence.     

An implicit–explicit residual error estimator for the coupling of dual‐mixed finite elements and boundary elements in elastostatics

We consider the coupling of dual‐mixed finite elements and boundary elements to solve a mixed Dirichlet–Neumann problem of plane elasticity. We derive an a‐posteriori error estimate that is based on the solution of local Dirichlet problems and on a residual term defined on the coupling interface. The general error estimate does not make use of any special finite element or boundary element spaces. Here the residual term is given in a negative order Sobolev norm. In practical applications, where a certain boundary element subspace is used, this norm can be estimated by weighted local L²‐norms. Copyright © 2001 John Wiley & Sons, Ltd.     

Error Analysis of Local Refinements of Polygonal Domains

This paper gives a thorough analysis of the local refinement method on plane polygonal domains with special attention to the treatment of reentrant corner. Convergence rates of the finite element method under various norms are derived via a systematic treatment of the interpolation theory in weighted Sobolev spaces. It is proved that by refining the mesh suitably, the finite element approximations for problems with singularities achieve the same convergence rates as those for smooth solutions.     

An a priori error analysis for the coupling of local discontinuous Galerkin and boundary element methods

In this paper we analyze the coupling of local discontinuous Galerkin (LDG) and boundary element methods as applied to linear exterior boundary value problems in the plane. As a model problem we consider a Poisson equation in an annular polygonal domain coupled with a Laplace equation in the surrounding unbounded exterior region. The technique resembles the usual coupling of finite elements and boundary elements, but the corresponding analysis becomes quite different. In particular, in order to deal with the weak continuity of the traces at the interface boundary, we need to define a mortar-type auxiliary unknown representing an interior approximation of the normal derivative. We prove the stability of the resulting discrete scheme with respect to a mesh-dependent norm and derive a Strang-type estimate for the associated error. Finally, we apply local and global approximation properties of the subspaces involved to obtain the a priori error estimate in the energy norm.